@ldrick/trade-indicators/dist/averages/macd.js

Trade Indicators

import { apply as AP, either as E, function as F, readonlyArray as RA, readonlyNonEmptyArray as RNEA, } from 'fp-ts';
import { PeriodSizeMissmatchError } from '../errors/PeriodSizeMissmatchError.js';
import * as array from '../utils/array.js';
import * as number_ from '../utils/number.js';
import { emaC } from './ema.js';
const validatePeriodSizes = (slowPeriod, fastPeriod) => slowPeriod > fastPeriod
    ? E.right(true)
    : E.left(new PeriodSizeMissmatchError('slowPeriod', 'fastPeriod'));
const calculate = (fast, slow) => F.pipe(slow, RNEA.mapWithIndex((index, value) => {
    const shortened = RA.takeRight(slow.length)(fast);
    return shortened[index].sub(value);
}));
/**
 * The Moving Average Convergence Divergence (MACD) is the relationship of
 * two Exponential Moving Averages (EMA) with different periods.
 * It generates crosses with the generated signal EMA which can be used
 * to indicate uptrends or downtrends.
 * @public
 */
export const macd = (values, fastPeriod = 12, slowPeriod = 26, signalPeriod = 9) => F.pipe(AP.sequenceS(E.Applicative)({
    fastPeriodV: number_.validatePositiveInteger(fastPeriod),
    slowPeriodV: number_.validatePositiveInteger(slowPeriod),
    // eslint-disable-next-line perfectionist/sort-objects
    signalPeriodV: number_.validatePositiveInteger(signalPeriod),
    // eslint-disable-next-line perfectionist/sort-objects
    periodSizes: validatePeriodSizes(slowPeriod, fastPeriod),
    valuesV: array.validateRequiredSize(slowPeriod + signalPeriod - 1)(values),
}), E.bind('valuesB', ({ valuesV }) => array.toBig(valuesV)), E.bind('emaSlow', ({ slowPeriodV, valuesB }) => emaC(valuesB, slowPeriodV)), E.bind('emaFast', ({ fastPeriodV, valuesB }) => emaC(valuesB, fastPeriodV)), E.bind('macdResult', ({ emaFast, emaSlow }) => E.right(calculate(emaFast, emaSlow))), E.bind('signal', ({ macdResult, signalPeriodV }) => emaC(macdResult, signalPeriodV)), E.map(({ macdResult, signal }) => ({
    macd: array.toNumber(macdResult),
    signal: F.pipe(signal, array.toNumber, array.fillLeftW(macdResult.length, null)),
})));